This will depend on the file format and resolution (pixel dimensions - 320 x 240 etc) you download them as - if they are .swf or .flv (like youtube videos) don't expect DVD quality as your final product.
You may need to use a file converter to get them to .avi or .mpeg - google "video file converters" - plenty of freeware ones out there.
DVD Flick is a good freeware DVD authoring package that will accept many file types and is easy to use and gives good results.
hope this helps